When my 14-year-old tab shingle roof began to peel away in recent
windstorms, I also wondered if that strip should have been removed
when the roof was installed. As I looked at the torn shingles, I saw
the remnants of these strips, which peeled off very easily. But now I
see this definition of "release
tape" on a roofing glossary at
http://www.dal-roof.com/terms.htm, so I guess maybe that wasn't an
issue:

- A plastic or paper strip that is applied to the back of self-sealing
shingles. This strip prevents the shingles from sticking together in
the bundles, and need not be removed for application.